Many Santa or Thanksgiving Day parades were sponsored by department stores

The day after Thanksgiving as the unofficial start of the holiday shopping season may be linked together with the idea of Santa Claus parades. Parades celebrating Thanksgiving often include an appearance by Santa at the end of the parade, with the idea that "Santa has arrived" or "Santa is just around the corner" because Christmas is always the next major holiday following Thanksgiving. In the late 19th and early 20th centuries, many Santa or Thanksgiving Day parades were sponsored by department stores. These included the Toronto Santa Claus Parade, in Canada, sponsored by Eaton's, and the Macy's Thanksgiving Day Parade sponsored by Macy's. Department stores would use the parades to launch a big advertising push. Eventually, it just became an unwritten rule that no store would try doing Christmas advertising before the parade was over. Therefore, the day after Thanksgiving became the day when the shopping season officially started.